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. 2021 Mar 16;49(9):2326–2348. doi: 10.1080/02664763.2021.1900798

Table 5.

Differences in ARL & average restart numbers, IC ARL 370, steady-state size 1.

ARL difference
  TS minus CUSUM FIR
δk 0.10 0.25 0.50 0.75 1.00 1.25 1.50
0.20 −33.046 −60.457 −117.435 −163.546 −198.784 −225.497 −245.388
0.50 −8.705 −7.706 −17.437 −34.055 −54.600 −77.541 −100.451
1.00 −4.475 −2.218 −2.314 −4.160 −7.415 −12.244 −18.591
1.50 −3.163 −1.428 −0.915 −1.162 −1.804 −2.878 −4.430
2.00 −2.483 −1.113 −0.583 −0.548 −0.701 −0.992 −1.431
2.50 −2.060 −0.937 −0.457 −0.360 −0.373 −0.449 −0.587
3.00 −1.773 −0.827 −0.396 −0.282 −0.246 −0.250 −0.289
Avgδ −7.958 −10.670 −19.934 −29.159 −37.703 −45.693 −53.024
Average restart number difference
  TS minus CUSUM FIR
k 0.10 0.25 0.50 0.75 1.00 1.25 1.50
0.034 0.034 0.030 0.019 0.010 0.009 0.012